+451.3%
MTSI vs PEG
+148.6%
+302.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +11.2% |
| 7D | -10.0% | -2.3% | -7.7% | -9.1% |
| 30D | -37.2% | +1.2% | -38.4% | -37.8% |
| 3M | -30.1% | -2.4% | -27.7% | -29.4% |
| 6M | -31.9% | -6.9% | -25.0% | -30.1% |
| YTD | +23.2% | -7.2% | +30.4% | +26.3% |
| 1Y | +26.4% | -8.9% | +35.3% | +30.7% |
| 3Y | +186.2% | +27.1% | +159.0% | +151.5% |
| 5Y | +187.0% | +33.8% | +153.3% | +141.2% |
| All | +451.3% | +148.6% | +302.7% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling